| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,238.25 |
5,236.50 |
-1.75 |
0.0% |
5,205.75 |
| High |
5,247.50 |
5,253.50 |
6.00 |
0.1% |
5,257.25 |
| Low |
5,217.50 |
5,188.00 |
-29.50 |
-0.6% |
5,124.25 |
| Close |
5,232.50 |
5,218.00 |
-14.50 |
-0.3% |
5,192.50 |
| Range |
30.00 |
65.50 |
35.50 |
118.3% |
133.00 |
| ATR |
52.36 |
53.30 |
0.94 |
1.8% |
0.00 |
| Volume |
1,602,402 |
2,188,953 |
586,551 |
36.6% |
1,699,994 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,416.25 |
5,382.75 |
5,254.00 |
|
| R3 |
5,350.75 |
5,317.25 |
5,236.00 |
|
| R2 |
5,285.25 |
5,285.25 |
5,230.00 |
|
| R1 |
5,251.75 |
5,251.75 |
5,224.00 |
5,235.75 |
| PP |
5,219.75 |
5,219.75 |
5,219.75 |
5,212.00 |
| S1 |
5,186.25 |
5,186.25 |
5,212.00 |
5,170.25 |
| S2 |
5,154.25 |
5,154.25 |
5,206.00 |
|
| S3 |
5,088.75 |
5,120.75 |
5,200.00 |
|
| S4 |
5,023.25 |
5,055.25 |
5,182.00 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,590.25 |
5,524.50 |
5,265.75 |
|
| R3 |
5,457.25 |
5,391.50 |
5,229.00 |
|
| R2 |
5,324.25 |
5,324.25 |
5,217.00 |
|
| R1 |
5,258.50 |
5,258.50 |
5,204.75 |
5,225.00 |
| PP |
5,191.25 |
5,191.25 |
5,191.25 |
5,174.50 |
| S1 |
5,125.50 |
5,125.50 |
5,180.25 |
5,092.00 |
| S2 |
5,058.25 |
5,058.25 |
5,168.00 |
|
| S3 |
4,925.25 |
4,992.50 |
5,156.00 |
|
| S4 |
4,792.25 |
4,859.50 |
5,119.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,257.25 |
5,157.00 |
100.25 |
1.9% |
55.50 |
1.1% |
61% |
False |
False |
1,916,632 |
| 10 |
5,257.25 |
5,124.25 |
133.00 |
2.5% |
57.25 |
1.1% |
70% |
False |
False |
1,003,317 |
| 20 |
5,257.25 |
5,017.75 |
239.50 |
4.6% |
52.25 |
1.0% |
84% |
False |
False |
506,158 |
| 40 |
5,257.25 |
4,816.50 |
440.75 |
8.4% |
50.00 |
1.0% |
91% |
False |
False |
256,021 |
| 60 |
5,257.25 |
4,754.50 |
502.75 |
9.6% |
48.75 |
0.9% |
92% |
False |
False |
171,634 |
| 80 |
5,257.25 |
4,614.25 |
643.00 |
12.3% |
45.75 |
0.9% |
94% |
False |
False |
128,889 |
| 100 |
5,257.25 |
4,215.25 |
1,042.00 |
20.0% |
47.00 |
0.9% |
96% |
False |
False |
103,168 |
| 120 |
5,257.25 |
4,215.25 |
1,042.00 |
20.0% |
49.00 |
0.9% |
96% |
False |
False |
85,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,532.00 |
|
2.618 |
5,425.00 |
|
1.618 |
5,359.50 |
|
1.000 |
5,319.00 |
|
0.618 |
5,294.00 |
|
HIGH |
5,253.50 |
|
0.618 |
5,228.50 |
|
0.500 |
5,220.75 |
|
0.382 |
5,213.00 |
|
LOW |
5,188.00 |
|
0.618 |
5,147.50 |
|
1.000 |
5,122.50 |
|
1.618 |
5,082.00 |
|
2.618 |
5,016.50 |
|
4.250 |
4,909.50 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,220.75 |
5,217.00 |
| PP |
5,219.75 |
5,216.00 |
| S1 |
5,219.00 |
5,215.00 |
|